Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies
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- Henry, Olan T. & Olekalns, Nilss & Suardi, Sandy, 2007. "Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies," Economics Letters, Elsevier, vol. 94(3), pages 383-388, March.
- Sandy Suardi & O.T.Henry & N. Olekalns, "undated". "Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies," MRG Discussion Paper Series 0306, School of Economics, University of Queensland, Australia.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Korap, Levent, 2010. "Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy," MPRA Paper 31765, University Library of Munich, Germany.
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"Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme
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More about this item
KeywordsFriedman-Ball hypothesis; Asymmetry; Davies’ Problem;
- E39 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-03-18 (All new papers)
- NEP-CBA-2006-03-18 (Central Banking)
- NEP-MAC-2006-03-18 (Macroeconomics)
- NEP-MON-2006-03-18 (Monetary Economics)
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